+808.4%
GLW vs AKAM
-4.3%
+812.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.0% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | -1.3% | -13.9% | +12.6% | +2.7% |
| 3M | -21.8% | -33.8% | +12.0% | -12.3% |
| 6M | +6.9% | +2.2% | +4.7% | +4.0% |
| YTD | +77.2% | +20.6% | +56.6% | +62.5% |
| 1Y | +123.2% | +36.3% | +86.9% | +96.1% |
| 3Y | +400.0% | -0.1% | +400.1% | +367.1% |
| 5Y | +342.8% | -7.5% | +350.3% | +317.3% |
| 10Y | +771.4% | +90.2% | +681.2% | +539.2% |
| All | +808.4% | -4.3% | +812.8% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling